mlt (version 1.0-2)

ctm: Conditional Transformation Models

Description

Specification of conditional transformation models

Usage

ctm(response, interacting = NULL, shifting = NULL, data = NULL, 
    todistr = c("Normal", "Logistic", "MinExtrVal"), 
    sumconstr = inherits(interacting, c("formula", "formula_basis")), ...)

Arguments

response

a basis function, ie, an object of class basis

interacting

a basis function, ie, an object of class basis

shifting

a basis function, ie, an object of class basis

data

either a data.frame containing the model variables or a formal description of these variables in an object of class vars

todistr

a character vector describing the distribution to be transformed

sumconstr

a logical indicating if sum constraints shall be applied

…

arguments to as.basis when shifting is a formula

Value

An object of class ctm.

Details

This function only specifies the model which can then be fitted using mlt. The shift term is positive by default.

References

Torsten Hothorn, Lisa Moest, Peter Buehlmann (2018), Most Likely Transformations, Scandinavian Journal of Statistics, 45(1), 110--134, 10.1111/sjos.12291.